strong stability of weighted sums of na random variables强烈的na随机变量加权和的稳定性.pdfVIP

STRONG STABILITY OF WEIGHTED SUMS OF NA RANDOM VARIABLES GAN SHIXIN Received 5 July 2003 and in revised form 1 April 2004 We study the almost sure (strong) stability of weighted sums of NA random variables and obtain some new results which extend earlier results of Matula (1992), Chow and Teicher (1971), Jamison et al. (1965), and Petrov (1975). 1. Introduction and preliminaries We start with definitions. Let (Ω, ,P ) be a probability space. The random variables we deal with are all defined on (Ω, ,P ). A random variable sequence {Y , n ≥ 1} is said to